0.67Open0.40Pre Close12 Volume58 Open Interest82.50Strike Price803.00Turnover33.16%IV8.48%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1481Delta0.0307Gamma149.23Leverage Ratio-0.0355Theta-0.0081Rho-22.10Eff Leverage0.0526Vega